• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.117-120
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• 1996

The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

• Information Systems Review
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• v.8 no.3
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• pp.125-134
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• 2006

This article adopts a decision tree algorithm(C5.0) to predict customer churning in online auto insurance environment. Using a sample of on-line auto insurance customers contracts sold between 2003 and 2004, we test how decision tree-based model(C5.0) works on the prediction of customer churning. We compare the result of C5.0 with those of logistic regression model(LRM), multivariate discriminant analysis(MDA) model. The result shows C5.0 outperforms other models in the predictability. Based on the result, this study suggests a way of setting marketing strategy and of developing online auto insurance business.

• Journal of the Korean Data and Information Science Society
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• v.20 no.3
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• pp.577-585
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• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• Korean Journal of Agricultural and Forest Meteorology
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• v.25 no.4
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• pp.376-386
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• 2023

Due to climate changes, landslide hazards in the Republic of Korea (hereafter South Korea) continuously increase. To establish the effective landslide mitigation strategies, such as erosion control works, landslide hazard estimation in the long-term perspective should be proceeded considering the influence of climate changes. In this study, we examined the change in landslide-damaged areas in South Korea responding to climate change scenarios using the multivariate regression method. Data on landslide-damaged areas and rainfall from 1981-2010 were used as a training dataset. Sev en indices were deriv ed from rainfall data as the model's input data, corresponding to rainfall indices provided from two SSP scenarios for South Korea: SSP1-2.6 and SSP5-8.5. Prior to the multivariate regression analysis, we conducted the VIF test and the dimension analysis of regression model using PCA. Based on the result of PCA, we developed a regression model for landslide damaged area estimation with two principal components, which cov ered about 93% of total v ariance. With climate change scenarios, we simulated landslide-damaged areas in 2030-2100 using the regression model. As a result, the landslide-damaged area will be enlarged more than the double of current annual mean landslide damaged area of 1981-2010; It infers that landslide mitigation strategies should be reinforced considering the future climate condition.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.19-33
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• 2008

Linear regression method, proposed by Haseman and Elston(1972), for detecting linkage to a quantitative trait of sib pairs is a linkage testing method for a single locus and a single trait. However, multivariate methods for detecting linkage are needed, when information from each of several traits that are affected by the same major gene are available on each individual. Amos et al. (1990) extended the regression method of Haseman and Elston(1972) to incorporate observations of two or more traits by estimating the principal component linear function that results in the strongest correlation between the squared pair differences in the trait measurements and identity by descent at a marker locus. But, it is impossible to control the probability of type I errors with this method at present, since the exact distribution of the statistic that they use is yet unknown. In this paper, we propose a multivariate nonparametric trend test for detecting linkage to multiple traits. We compared with a simulation study the efficiencies of multivariate nonparametric trend test with those of the method developed by Amos et al. (1990) for quantitative traits data. For multivariate nonparametric trend test, the results of the simulation study reveal that the Type I error rates are close to the predetermined significance levels, and have in general high powers.

• Computers and Concrete
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• v.25 no.1
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• pp.1-14
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• 2020

This study presents applications of the multivariate adaptive regression splines (MARS) method for predicting the ultimate loading carrying capacity (N_u) of rectangular concrete-filled steel tubular (CFST) columns subjected to eccentric loading. A database containing 141 experimental data was collected from available literature to develop the MARS model with a total of seven variables that covered various geometrical and material properties including the width of rectangular steel tube (B), the depth of rectangular steel tube (H), the wall thickness of steel tube (t), the length of column (L), cylinder compressive strength of concrete (f'_c), yield strength of steel (f_y), and the load eccentricity (e). The proposed model is a combination of the MARS algorithm and the grid search cross-validation technique (abbreviated here as GS-MARS) in order to determine MARS' parameters. A new explicit formulation was derived from MARS for the mentioned input variables. The GS-MARS estimation accuracy was compared with four available mathematical methods presented in the current design codes, including AISC, ACI-318, AS, and Eurocode 4. The results in terms of criteria indices indicated that the MARS model was much better than the available formulae.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 2000.11b
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• pp.188-195
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• 2000

This study was conducted to measure the moisture content of powdered food using RF impedance spectroscopic method. In frequency range of 1.0 to 30㎒, the impedance such as reactance and resistance of parallel plate type sample holder filled with wheat flour and red-pepper powder of which moisture content range were 5.93∼-17.07%w.b. and 10.87 ∼ 27.36%w.b., respectively, was characterized using by Q-meter (HP4342). The reactance was a better parameter than the resistance in estimating the moisture density defined as product of moisture content and bulk density which was used to eliminate the effect of bulk density on RF spectral data in this study. Multivariate data analyses such as principal component regression, partial least square regression and multiple linear regression were performed to develop one calibration model having moisture density and reactance spectral data as parameters for determination of moisture content of both wheat flour and red-pepper powder. The best regression model was one by the multiple linear regression model. Its performance for unknown data of powdered food was showed that the bias, standard error of prediction and determination coefficient are 0.179% moisture content, 1.679% moisture content and 0.8849, respectively.

• The Korean Journal of Applied Statistics
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• v.37 no.1
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• pp.1-12
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• 2024

In many real-world data, multiple response variables are often dependent on the same set of explanatory variables. In particular, if several response variables are correlated with each other, simultaneous estimation considering the correlation between response variables might be more effective way than individual analysis by each response variable. In this multivariate regression analysis, least distance estimator (LDE) can estimate the regression coefficients simultaneously to minimize the distance between each training data and the estimates in a multidimensional Euclidean space. It provides a robustness for the outliers as well. In this paper, we examine the least distance estimation method in multivariate linear regression analysis, and furthermore, we present the penalized least distance estimator (PLDE) for efficient variable selection. The LDE technique applied with the adaptive group LASSO penalty term (AGLDE) is proposed in this study which can reflect the correlation between response variables in the model and can efficiently select variables according to the importance of explanatory variables. The validity of the proposed method was confirmed through simulations and real data analysis.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.981-996
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• 2008

Statistical matching techniques whose aim is to achieve a complete data file from different sources. Since the statistical matching method proposed by Rubin (1986) assumes the multivariate normality for data, using this method to data which violates the assumption would involve some problems. This research proposed the statistical matching method using robust regression as an alternative to the linear regression. Furthermore, we carried out a simulation study to compare the performance of the robust regression model and the linear regression model for the statistical matching.